+1,427.5%
ETN vs LDOS
+495.0%
+932.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.3% | +6.8% | +5.4% |
| 7D | -7.6% | -7.2% | -0.4% | -5.2% |
| 30D | -20.8% | +16.8% | -37.6% | -26.3% |
| 3M | -23.6% | -1.6% | -22.0% | -24.1% |
| 6M | -18.5% | -1.0% | -17.5% | -20.1% |
| YTD | +8.2% | -25.8% | +34.0% | +17.8% |
| 1Y | -8.7% | -31.1% | +22.4% | +2.8% |
| 3Y | +63.3% | +32.8% | +30.5% | +31.9% |
| 5Y | +115.6% | +49.4% | +66.2% | +61.3% |
| 10Y | +586.7% | +253.9% | +332.8% | +236.2% |
| All | +1,427.5% | +495.0% | +932.5% | +429.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling